Purpose To investigate the dose modulation capability of a novel MRI‐compatible direction modulated brachytherapy (DMBT) tandem applicator design with various high‐density shielding materials for brachytherapy treatment of cervical cancer. The shield materials that have been evaluated are tantalum (Ta), pure tungsten (W), gold (Au), rhenium (Re), osmium (Os), platinum (Pt), iridium (Ir), and W′ tungsten alloy (95%W, 3.5%Ni, 1.5%Cu). Materials and methods The recently proposed six‐channel DMBT tandem is composed of nonmagnetic tungsten alloy (W′) rod with diameter of 5.4 mm and coated with 0.3‐mm thick bio‐safe plastic sheath. The tandem shielding material can, however, be individually replaced with various other shields to create directional radiation. Monte Carlo N‐Particle (MCNP) code was used to calculate the three‐dimensional (3D) dose distributions in a water phantom for an HDR 192Ir (mHDR‐v2) source inside each DMBT tandem with various shields and a plastic conventional tandem (Con.T). Then, the 3D dose distributions were imported into an in‐house‐coded inverse planning optimization algorithm to obtain optimal plans for 12 clinical cases chosen at random from the international RetroEMBRACE dataset involving conventional tandem and ring (Con.T&R) applicators. All plans generated by the DMBT tandem and ring (DMBT&R) with the tungsten alloy DMBT(W′)&R were compared with the corresponding Con.T&R plans, to generate benchmark results. These benchmark results were then considered as reference plans for other shields performances. Plans were normalized to receive the same high‐risk clinical target volume (CTVHR) D90. The D100, D10, and V100 for CTVHR, and D2cm3 for organs at risk (OARs) of bladder, sigmoid, and rectum were calculated and compared. Results Transmission factor (TF), that is, the dose in the backside of the DMBT shield over that in the front opening, at a 5 cm distance, were 36.6%, 34.8%, 31.9%, 28.9%, 27.9%, 26.2%, 26.2%, and 25.5%, for Ta, W′, W, Re, Au, Os, Pt, and Ir shields, respectively. On average, the CTVHR values for D100, V100, D10 were not significantly different across all DMBT&R shields and the Con.T&R plans (P > 0.219). For the D2cm3, the benchmark results showed significant reductions (P < 0.03), that is, on average, −8.3% for bladder, −10.7% for rectum, and −10.1% for sigmoid, compared to the Con.T&R plans. However, the various shields showed little improvement from the tungsten alloy (W′), where on average, rectum (bladder) sigmoid D2cm3 were reduced by −1.32% (−0.85%) −1.01%, −1.25% (−0.78%) −0.91%, −1.22% (−0.75%) −0.86%, −0.94% (−0.60%) −0.70%, −0.84% (−0.51%) −0.59%, and −0.38% (−0.24%) −0.23% for Ir, Pt, Os, Au, Re, and W shields, relative to the benchmark W′ DMBT plans, respectively. These corresponding values for Ta increased by +0.28% (+0.08%) +0.25%, respectively. Conclusion The Ir, Pt, Os, Au, Re, and W shielding materials, respectively, in descending order, lead to better OAR sparing than the DMBT(W′)&R plans. However, the amount of improvement is limited and clinically insignificant. This finding suggests that the initial W′ shield remains a suitable choice given the proven MR compatibility, for use in MR‐guided adaptive brachytherapy of cervical cancer.